Pre-Market IV Report February 15, 2023

Pre-Market IV Report February 15, 2023

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information

Options with increasing option implied volatility: MANU DOCU VNET OMCL CRDO INDI MANU SFL SJR ABNB TWLO CISCO Z SHOP ROKU RBLX

Stocks expected to have increasing option volume: ADI UPST KHC BIIB TTD TRIP DVN GDDY ABNB TWLO CISCO Z SHOP ROKU RBLX

Tesla (TSLA) trading up 8% in premarket

Tesla (TSLA) 30-day option implied volatility is at 72; compared to its 52-week range of 49 to 96 into Tesla will open part of its U.S. charging network to electric vehicles (EVs) made by rivals, Reuters reports.

EV charging option IV

Blink Charging (BLNK) 30-day option implied volatility is at 93; compared to its 52-week range of 68 to 107.

Chargepoint Holdings Inc. (CHPT) 30-day option implied volatility is at 78; compared to its 52-week range of 63 to 108. Call put ratio 3.4 calls to 1 put.

Straddle prices into quarter results

Cisco (CSCO) February 48 straddle priced for a move of 6% into the expected release of quarter results today after the bell.

Zillow (Z) February 45.50 straddle priced for a move of 10.5% into the expected release of quarter results today after the bell.

Generac (GNRC) February 125 straddle priced for a move of 10% into the expected release of quarter results today before the bell.

Roblox (RBLX) February 35.50 straddle priced for a move of 17% into the expected release of quarter results today before the bell.

Twilio (TWLO) February 62 straddle priced for a move of 16% into the expected release of quarter results today after the bell.

Shopify (SHOP) February 49 straddle priced for a move of 11% into the expected release of quarter results today after the bell.

Roku (ROKU) February 57 straddle priced for a move of 14.50% into the expected release of quarter results today after the bell.

Boston Beer (SAM) February 390 straddle priced for a move of 10% into the expected release of quarter results today after the bell.

Fastly (FSLY) February 13.50 straddle priced for a move of 18% into the expected release of quarter results today after the bell.

SunPower (SPWR) February 16 straddle priced for a move of 13% into the expected release of quarter results today after the bell. Call put ratio 3.3 calls to 1 put.

Applied Materials (AMAT) February 118 straddle priced for a move of 4.5% into the expected release of quarter results after the bell of February 16.

Data Dog (DDOG) February 86 straddle priced for a move of 11% into the expected release of quarter results before the bell of February 16.

Paramount Global (PARA) February 22.50 straddle priced for a move of 9% into the expected release of quarter results before the bell of February 16.

Toast (TOST) February 25 straddle priced for a move of 11% into the expected release of quarter results before the bell of February 16.

DoorDash (DASH) February 62 straddle priced for a move of 14% into the expected release of quarter results after the bell of February 16.

Drop Box (DBX) February straddle priced for a move of 6% into the expected release of quarter results after the bell of February 16. Call put ratio 4.3 calls to 1 put.

Hasbro (HAS) February 58 straddle priced for a move of 9% into the expected release of quarter results before the bell of February 16.

DraftKings (DKNG) February 16.50 straddle priced for a move of 12% into the expected release of quarter results after the bell of February 16.

Crocs (CROX) February 120 straddle priced for a move of 13% into the expected release of quarter results before the bell of February 16. Call put ratio 2.8 calls to 1 put.

Leverage Shares 2x Tesla ETP Securities (TSLS) 30-day option implied volatility is at 73.

AXS TSLA Bear Daily ETF (TSLQ) 30-day option implied volatility is at 69; compared to its 52-week range of 50 to 114.

Options with decreasing option implied volatility: AFRM OSH APPS CAR APP SONO UAA LYFT LNC SEDG NET HOOD BE FL FIS
Increasing unusual option volume: XP XM INDI CRUS HLF SHC
Increasing unusual call option volume: HLF INDI XM RVNC AGEN TRIP AI
Increasing unusual put option volume: XP NSC ICLN COTY SRPT AI IRM
Popular stocks increasing options volume: PLTR F COIN BA UPST LAZR BAC PYPL LYFT
Active options: TSLA NVDA AAPL PLTR MSFT GOOGL AMZN AMC GOOG META AMD BBBY F COIN BA UPST LAZR BAC PYPL LYFT
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $78, natural gas mixed, gold at $1846